+32.6%
SRE vs RVMD
+634.9%
-602.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +1.4% | -1.2% | +2.7% | +1.5% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | -3.3% | +39.6% | -42.9% | -6.1% |
| 6M | -6.4% | +110.7% | -117.1% | -13.1% |
| YTD | -1.8% | +160.3% | -162.1% | -11.3% |
| 1Y | +10.7% | +404.9% | -394.2% | -6.7% |
| 3Y | +31.8% | +545.5% | -513.7% | +5.3% |
| 5Y | +49.2% | +584.7% | -535.5% | +14.0% |
| All | +32.6% | +634.9% | -602.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling